RustQuant

Why we included this project

RustQuant is a Rust library that pulls the usual quantitative-finance stack into one dependency: option pricing models (Black-Scholes-Merton, Heston, barrier, Asian), implied-volatility routines, stochastic processes for simulating rates and asset paths, and supporting pieces like algorithmic differentiation and cashflow handling. For developers building valuation or risk tooling in Rust, that coherence is the main draw, since the alternative is stitching together several single-purpose crates that may not share conventions. The machine-learning and statistics modules are secondary to the core quant work, so the library suits people who need the financial math first and want the surrounding utilities in the same language and type system. It is opinionated about which pricing frameworks it implements, so check that the specific models and conventions you rely on are covered before committing.